Stock performance modeling using neural networks: A comparative study with regression models. - Apostolos-Paul Nicholas Refenes; Achilleas Zapranis; Gavin Francis (Neural Networks, 1994)

Financial time series modelling with discounted least squares backpropagation. - Apostolos-Paul Nicholas Refenes; Yves Bentz; Derek W. Bunn; A. Neil Burgess; Achilleas Zapranis (Neurocomputing, 1997)

Neural networks in financial engineering: a study in methodology. - Apostolos-Paul Nicholas Refenes; A. Neil Burgess; Yves Bentz (IEEE Trans. Neural Networks, 1997)

Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting. - A. Neil Burgess; Apostolos-Paul Nicholas Refenes (Signal Process., 1999)

Forecasting volatility with neural regression: A contribution to model adequacy. - Apostolos-Paul Nicholas Refenes; Will T. Holt (IEEE Trans. Neural Networks, 2001)